+17.6%
LQD vs DOW
-15.4%
+33.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.2% | -2.9% | +3.2% | +0.3% |
| 30D | -0.6% | +2.0% | -2.5% | -0.7% |
| 3M | -1.2% | -12.5% | +11.3% | -0.8% |
| 6M | -1.9% | -9.2% | +7.3% | -1.8% |
| YTD | -1.3% | +30.8% | -32.0% | -2.7% |
| 1Y | -1.0% | +29.4% | -30.4% | -2.5% |
| 3Y | +15.2% | -34.6% | +49.8% | +16.2% |
| 5Y | -4.4% | -35.9% | +31.5% | -3.9% |
| All | +17.6% | -15.4% | +33.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling